+581.7%
TLN vs FHN
+164.7%
+417.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | +7.1% | +1.2% | +5.9% | +6.6% |
| 30D | -3.9% | -4.7% | +0.8% | -2.1% |
| 3M | -16.2% | +3.5% | -19.7% | -17.7% |
| 6M | -5.8% | +7.8% | -13.6% | -9.0% |
| YTD | -15.4% | +5.9% | -21.3% | -17.7% |
| 1Y | -16.7% | +12.5% | -29.2% | -21.1% |
| 3Y | +473.8% | +117.2% | +356.5% | +379.9% |
| All | +581.7% | +164.7% | +417.0% | +480.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling